Optimal prediction of Markov chains with and without spectral gap

Authors: Yanjun Han, Soham Jana, Yihong Wu

NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We study the following learning problem with dependent data: Observing a trajectory of length n from a stationary Markov chain with k states, the goal is to predict the next state. For 3 k O( n), using techniques from universal compression, the optimal prediction risk in Kullback-Leibler divergence is shown to be Θ( k2 k2 ), in contrast to the optimal rate of Θ( log log n n ) for k = 2 previously shown in [FOPS16].
Researcher Affiliation Academia Yanjun Han Simons Institute for the Theory of Computing University of California, Berkeley Berkeley, CA 94720 yjhan@berkeley.edu Soham Jana Department of Statistics and Data Science Yale University New Haven, CT 06520 soham.jana@yale.edu Yihong Wu Department of Statistics and Data Science Yale University New Haven, CT 06520 yihong.wu@yale.edu
Pseudocode No The paper does not contain any structured pseudocode or algorithm blocks clearly labeled as such.
Open Source Code No The paper is theoretical and does not mention releasing any source code for its methodology.
Open Datasets No The paper is theoretical and does not conduct empirical studies using datasets.
Dataset Splits No The paper is theoretical and does not conduct empirical studies, thus no dataset splits are discussed.
Hardware Specification No The paper is theoretical and does not conduct empirical experiments, therefore no hardware specifications are mentioned.
Software Dependencies No The paper is theoretical and does not conduct empirical experiments, therefore no specific software dependencies with version numbers are mentioned.
Experiment Setup No The paper is theoretical and does not conduct empirical experiments, therefore no experimental setup details or hyperparameters are mentioned.